Touhou has the most diverse cast of lolitas I have ever seen.
Because, uhh, the games mostly take place in a place that was split off from the world when people still dressed somewhat in the style we today call "Gothic Lolita". Of all the silly things about Touhou, "why do they wear fancy dresses" is one of the more answerable ones.
At the time they split off, they wore old fashioned Japanese clothes, not western ones. Byakuren came out of the ground after 1000 years wearing a full out and out goth loli dress.
Is it? I'm no expert, but I would say that the only lolitas are:
>sweet: Remi, Tewi, Seiran, Sunny, Luna
>gothic: Hina, Medicine, Yamame, Orin, Byakuren
>classic: Mystia, Yukari, Iku, Kagerou, Star
>country: Yuka, Midoriko, Seiga
>chinese style: Chen, Yukari again
>japanese style: Komachi, Momiji
Everyone else's clothes seem like some sort of uniform, traditional japanese clothes, regular dresses or a mix.
I think Rozen Maiden and Seacats do a better job, but I guess touhou does have more variation.
Not all of them are lolitas. A huge portion of them would certainly fall under this category, though...